You can't have external monitors run at a different scale than the actual Surface. In addition, you must log out each time you change the scaling.
With the slider it uses an algorithm based on Screen Size/Resolution to Auto Scale, so on my 10.6" 1080p Surface Screen it selects 150% on my 24" 1080p external display with an extended display it selects 100%, this is with the Slider all the way to the right. It does maintain ICON Size between the two as much as possible.